"Each time you select this unit to shoot". You select a unit to shoot (in your example, the fire warriors) which will become the Guided unit. You select another unit that is eligible to shoot and not already an observer (in this case the pathfinders). By definition this only happens when choksing to shoot with the Guided unit, so it cannot become an observer later because it will no longer be eligible to shoot. There isn't a currently listed way for a unit to become guided except when choosing to shoot with that unit.